+129.5%
KMI vs KEY
+172.4%
-42.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | -2.7% | -3.7% | +0.9% | -1.5% |
| 3M | -0.7% | -1.3% | +0.6% | -0.4% |
| 6M | -5.0% | +13.3% | -18.3% | -9.7% |
| YTD | +15.5% | +9.0% | +6.5% | +10.9% |
| 1Y | +16.4% | +18.7% | -2.2% | +7.9% |
| 3Y | +114.2% | +125.3% | -11.1% | +49.0% |
| 5Y | +153.3% | +40.2% | +113.0% | +98.0% |
| All | +129.5% | +172.4% | -42.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling